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IWX vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWX vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Value ETF (IWX) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWX achieves a 22.04% return, which is significantly higher than TLT's -3.18% return. Over the past 10 years, IWX has outperformed TLT with an annualized return of 12.05%, while TLT has yielded a comparatively lower -2.33% annualized return.


IWX

1D
0.94%
1M
3.56%
6M
15.64%
YTD
22.04%
1Y
36.20%
3Y*
19.92%
5Y*
12.91%
10Y*
12.05%
ALL TIME*
11.75%

TLT

1D
0.33%
1M
-3.49%
6M
-2.86%
YTD
-3.18%
1Y
-2.12%
3Y*
-1.15%
5Y*
-8.33%
10Y*
-2.33%
ALL TIME*
3.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$52.73M$47.86M$34.45M
$2.39B$2.06B$2.20B

IWX vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWX
iShares Russell Top 200 Value ETF
22.04%18.23%14.89%10.45%-5.33%23.33%1.46%25.82%-6.53%14.05%
TLT
iShares 20+ Year Treasury Bond ETF
-3.18%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between IWX and TLT is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.20

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.12

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

-0.27

The correlation between IWX and TLT shifts across timeframes, from -0.27 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWX vs. TLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IWX
IWX Risk / Return Rank: 9696
Overall Rank
IWX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWX Omega Ratio Rank: 9696
Omega Ratio Rank
IWX Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWX Martin Ratio Rank: 9696
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 77
Overall Rank
TLT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 77
Sortino Ratio Rank
TLT Omega Ratio Rank: 77
Omega Ratio Rank
TLT Calmar Ratio Rank: 88
Calmar Ratio Rank
TLT Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IWX vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and iShares 20+ Year Treasury Bond ETF (TLT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWXTLTDifference
Sharpe ratioReturn per unit of total volatility

+3.63

Sortino ratioReturn per unit of downside risk

+4.96

Omega ratioGain probability vs. loss probability

1.61

0.97

+0.64

Calmar ratioReturn relative to maximum drawdown

5.52

-0.28

+5.79

Martin ratioReturn relative to average drawdown

24.26

-0.59

+24.85

IWX vs. TLT - Sharpe Ratio Comparison

The current IWX Sharpe Ratio is 3.40, which is higher than the TLT Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of IWX and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWX vs. TLT - Drawdown Comparison

The maximum IWX drawdown since its inception was -35.76%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IWX and TLT.


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Drawdown Indicators


IWXTLTDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-48.35%

+12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-7.74%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

-14.79%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-43.70%

+25.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

-48.35%

+12.59%

Current Drawdown

Current decline from peak

0.00%

-42.17%

+42.17%

Average Drawdown

Average peak-to-trough decline

-3.79%

-14.00%

+10.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

3.60%

-2.10%

Volatility

IWX vs. TLT - Volatility Comparison

iShares Russell Top 200 Value ETF (IWX) has a higher volatility of 2.94% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.51%. This indicates that IWX's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWXTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

2.51%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

6.84%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

9.24%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

15.74%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

14.83%

+1.66%

IWX vs. TLT - Expense Ratio Comparison

IWX has a 0.20% expense ratio, which is higher than TLT's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IWX vs. TLT - Dividend Comparison

IWX's dividend yield for the trailing twelve months is around 1.38%, less than TLT's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
IWX
iShares Russell Top 200 Value ETF
1.38%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%
TLT
iShares 20+ Year Treasury Bond ETF
4.75%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


IWX and TLT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWX has higher volatility (2.94%) compared to TLT (2.51%). In terms of maximum drawdown, IWX dropped -35.76% vs TLT's -48.35%.

On 10-year performance, IWX leads with 12.05% vs -2.33% for TLT. On fees, TLT is cheaper at 0.15% per year. On volatility, TLT has been the lower-risk option at 2.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWX has performed better with a 12.05% return vs -2.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.20% for IWX.

TLT has the higher dividend yield at 4.75%, compared with 1.38% for IWX.

IWX is categorized as Large Cap Value Equities, while TLT is Government Bonds. IWX tracks Russell Top 200 Value Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.20% for IWX and 0.15% for TLT.

IWX currently has the higher Sharpe Ratio (3.40 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IWX and TLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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